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math.ST2026
Expectation-Maximization algorithm to estimate the forcing parameter of a nonlinear McKean-Vlasov diffusion
Eduardo Gutierrez-Turner, Kerlyns Martinez, Hector Olivero
In this article, we address the problem of estimating a forcing parameter in a stochastic differential equation inspired by a model that describes instantaneous turbulent kinetic e…
math.ST2022★ 1 cited
A hypothesis test for the domain of attraction of a random variable
Héctor Olivero, Denis Talay
In this work we address the problem of detecting whether a sampled probability distribution of a random variable has infinite first moment. This issue is notably important when…